Well it all starts with a good shampoo and conditioner. I am totally in love with all the hair products from Aubrey Organics. They're all natural and vegan approved. You can buy them at whole food stores or online at:

http://www.aubrey-organics.com/Category/121_1/Normal_Hair.aspx

They have a serum too like aartij mentioned

http://www.aubrey-organics.com/ProductInfo/067.aspx

Caslynn has a good point about using mousse before you do the scrunching, but you may still need gel or hairspray to hold your hair in place afterwards. I find the Aubrey gel I use doesn't look real gunky (I hope it doesn't :D))

I use salt water spray. You can make it at home, You need boiling water ( you need to boil it or the salt will not dissolve and you will have what looks like dandruff)about 1-2 cups depending on how much you want, then salt, the more you use the curlier your hair will be. Put it in a spray bottle and spray. Hope it helped!!!!!!!!!!!!!!!!!!!